From 491bbcaac78e5248c40ace49e9dfebcfa3653c4c Mon Sep 17 00:00:00 2001 From: Petr Pravda Date: Tue, 15 Sep 2026 22:56:36 +0200 Subject: [PATCH] Add nablatensor to Financial Adjoint automatic differentiation library for quantitative finance (price + all Greeks from one reverse sweep), targeting CPU, SIMD and GPU backends. --- README_SOURCE.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README_SOURCE.md b/README_SOURCE.md index 12ab52b4..a8f1bbad 100644 --- a/README_SOURCE.md +++ b/README_SOURCE.md @@ -453,6 +453,7 @@ _Libraries related to the financial domain._ - [Cassandre](https://github.com/cassandre-tech/cassandre-trading-bot) - Trading bot framework. - [Joda-Money](https://github.com/JodaOrg/joda-money) - Basic currency and money classes and algorithms not provided by the JDK. +- [nablatensor](https://github.com/nablatensor-dev/nablatensor) - Adjoint automatic differentiation for quantitative finance; records a valuation once and replays the tape to get a price and every Greek from one reverse sweep, on CPU, SIMD or GPU. - [OpenGamma Strata](https://github.com/OpenGamma/Strata) - Analytics and market risk library for financial products. - [Philadelphia](https://github.com/paritytrading/philadelphia) - Low-latency financial information exchange. - [Stripe](https://github.com/stripe/stripe-java) - Integration with the Stripe API.